[Python] rrule.between skips months with missing days

I am trying to generate employee monthly anniversaries for a use-case I am working on. RRule offers a very convenient way to do this. However, I am unable to get the results I want from it.

See snippet below -

import arrow
from dateutil.rrule import MONTHLY, rrule

by_monthday = 31
start = arrow.get("2021-12-31").to(tz="utc")
end = arrow.get("2022-06-01").to(tz="utc")

rule = rrule(
freq=MONTHLY,
bymonthday=by_monthday,
byhour=0,
byminute=0,
bysecond=0,
dtstart=start.datetime,
)

for r in rule.between(start.datetime, end.datetime, inc=True):
print(r)


Result --

2021-12-31 00:00:00+00:00
2022-01-31 00:00:00+00:00
2022-03-31 00:00:00+00:00
2022-05-31 00:00:00+00:00


rrule skips over the months that do not have the 31st which IMO is the expected behaviour of the library.

How can I handle the missing months in a clean way and set their default value to something like 2022-02-28 or 2022-04-30

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